Mid-session IV Report August 13, 2020

Mid-session IV Report August 13, 2020

The following report is a snapshot of noteworthy changes in stock and option volumes, as well as changes in option implied volatilities. By monitoring this market data, traders can create strategies that capitalize on this often over looked information.

Options with increasing option implied volatility: DKNG GLUU COUP ZS AMC SPCE PSTG CBMG AMGN

Popular stocks with increasing unusual volume: NIO SPCE NKLA LYFT TWTR

Rocket Companies (RKT) 30-day option implied volatility at 106 after option were listed on Wednesday and share IPO last week. Call put ratio 2.3 calls to 1 put.

Vehicle option implied volatility movement

Tesla (TSLA) August weekly call option implied volatility is at 90, August is at 72; compared to its 52-week range of 34 to 154 after recently announcing a five-for-one stock split. Call put ratio 2.4 calls to 1 put as shares up 5%.

Tesla (TSLA) 30-day option implied volatility is at 74; compared to its 52-week range of 34 to 154 after recently announcing a five-for-one stock split.

NIO Inc. (NIO) 30-day option implied volatility is at 95; compared to its 52-week range of 77 to 221. Call put ratio 2.6 calls to 1 put with focus on August weekly 13.50 calls.

Workhorse Group (WKHS) 30-day option implied volatility is at 137; compared to its 52-week range of 102 to 287. Call put ratio 2.8 calls to 1 put.

Nikola (NKLA) 30-day option implied volatility is at 107; compared to its 52-week range of 67 to 305. Call put ratio 1.8 calls to 1 put.

Electrameccanica Vehicles (SOLO) 30-day option implied volatility is at 144; compared to its 52-week range of 77 to 400. Call put ratio 4.9 calls to 1 put.

Peloton (PTON) August weekly call option implied volatility is at 75, August is at 63; compared to its 52-week range of 58 to 158.

Glu Mobile (GLUU) August call option implied volatility is at 98, September is at 75; compared to its 52-week range of 45 to 125. Call put ratio 87 calls to 1 put with focus on August 8 calls as shares rally 3.8%.

Datadog, Inc. (DDOG) August weekly call option implied volatility is at 78, August is at 64; compared to its 52-week range of 53 to 105 as shares rally 6.5%. Call put ratio 4.9 calls to 1 put with focus on August weekly 80 calls.

Option implied volatility for stocks expected to report quarter results

Baidu (BIDU) August weekly call option implied volatility is at 151, August is at 71; compared to its 52-week range of 27 to 81 into the expected release of quarter results after the bell on August 13. Call put ratio 3.4 calls to 1 put.

Dillards (DDS) August call option implied volatility is at 113, September is at 83; compared to its 52-week range of 37 to 160 into the expected release of quarter results.

Farfetch (FTCH) August weekly call option implied volatility is at 138, August is at 91; compared to its 52-week range of 56 to 125 into the expected release of quarter results today after the bell. Call put ratio 3.6 calls to 1 put with focus on August 26 calls.

DraftKings (DKNG) August weekly call option implied volatility is at 199, August is at 117; compared to its 52-week range of 54 to 142 into the expected release of quarter results after the bell on August 14. Call put ratio 3.3 calls to 1 put.

Increasing unusual option volume: CLNY PSTG VGK FOSL PCG CLVS AEO DDOG GLUU
Increasing unusual call option volume: CLNY PSTG GRWG CORN RY SNDL QGEN TACO
Increasing unusual put option volume: RVLV AEO VRM ERIC SWN FE TME EIX TJX
Options with decreasing option implied volatility: MCRB SIG ITCI CPE TLRY RRGB NIO CGC
Active options: AAPL TSLA CSCO AMD FB MSFT MU BA BAC AAL AMZN NIO NVDA SPCE INTC NKLA LYFT PSTG TWTR CLNY